Luke 1:26,28 - "And in the sixth month the angel Gabriel was sent from God unto a city of Galilee named Nazareth. And the angel came in unto her, and said, Hail thou art highly favored, the Lord is with thee: blessed art thou among women."
When God chose to bring the Messiah through the virgin Mary, He sent Gabriel the angel to bring the message. When the apostle Paul was about to suffer shipwreck, an angel of the Lord told him what would happen. On numerous occasions throughout scripture angels did what God could have done easily Himself.
But why didn't God do those things Himself?
For the same reason He doesn't preach the gospel: He has chosen to let His creation enjoy the privilege of service in His kingdom. Service with purpose affirms identity.
A Godly self-esteem is derived from doing "those things that please Him". And true service is an overflow of worship. We always become like the one we worship. How could He want anything more for us than that?